MavensMate unable to reach GitHub on Windows

MavensMate is a great plugin for the Force.com platform, built on the Sublime Text IDE. It is provided by the community (with Joe Ferraro as the creator and main contributor) as a free alternative to the well known Force.com IDE shipped by Salesforce.com.

Now, if you install the plugin on a Microsoft Windows 7 o 8 workstation, under certain conditions (usually proxy or firewalling, however not my case) you may get the following error:

Installation of Sublime Text plugin failed. This is likely due to the installer being unable to reach GitHub. If you are behind a firewall or using a proxy, you should configure git accordingly (google: git config --global https.proxy) and ensure your HTTPS/HTTPS_PROXY environment variable(s) are set properly. Otherwise, please log an issue on the MavensMate GitHub project.

There's already an issue on GitHub for this, and a useful workaround by Joe Ferraro himself.
These are the lines that worked for me:

Fire up the shell/bash and move to the MavensMate plugin directory (replace the username and root if needed)